iShares Core S&P Small-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.90% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0728 | 11.63 | |
| 0.0932 | 8.90 | |
| 0.8792 | 72.52 | |
| 0.0029 | 2.81 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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